Given the following holding-period returns, compute the average returns and standard deviation for Sugita Corp and for the the market portfolio. Month 1 2 3 4 5 6 Given Sugita Corp. 1.8% -0.5% 2% -2% 5% 5% a. 1.25%, 2.59% for Sugita and 1.88%, 1.95% for Market b. 1.88%, 2.59% for Sugita and 1.25%, 1.95% for Market c.1.95%, 2.59% for Sugita and 1.88%, 1.95% for Market d.1.88%, 1.95% for Sugita and 2.59%, 1.95% for Market O a.. O b.. Oc.. d.. Market 1.50% 1.00% 0.00% -2.00% 4.00% 3.00%

Consider the following table for different assets for 1926 through 2020. Standard Deviation 19.7% Series Large-company stocks Small-company stocks Long-term corporate bonds Long-term government bonds Intermediate-term government bonds U.S. Treasury bills Inflation Average return 12.2% 16.2 6.5 6.1 5.3 3.3 2.9 Expected range of returns Expected range of returns a. What range of returns would you expect to see 68 percent of the time for large-company stocks? Note: A negative answer should be indicated by a minus sign. Enter your answers from lowest to highest. Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16. b. What about 95 percent of the time? 31.3 8.5 9.8 Note: A negative answer should be indicated by a minus sign. Enter your answers from lowest to highest. Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16. % to % to 5.6 3.1 4.0 % %

Calculate the correlation coefficient (PAB) for the following situation: (Round intermediate calculations and the final answer to 4 decimal place, e.g. 0.2921.) State of the Probability of Expected return on Expected return on economy occurrence stock A in this state stock B in this state High growth 30% 39.5% 56.5% Moderate 25% 18.5% 26.5% Recession 45% -6.5% -16.5% Correlation coefficient

Review the following market information: Current Stock Market Return                    11.25% Current T-Bill Price                                       $979.43 Historic T-Bill Average Return                   2.80% Historic Stock Market Average Return     8.10% Stock Beta                                                     1.23 What is the required return (rounded to two places)?